Browsing by Author "Wiesemann, Wolfram"

Now showing items 1-2 of 2

2015-04-22Buch

A Comment on "Computational Complexityof Stochastic Programming Problems"

Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram

Although stochastic programming problems were always believed to be computationally chal-lenging, this perception has only recently received a theoretical justification by the seminal workof Dyer and Stougie (Mathematical ...
2017-02-21Buch

Scenariao Reduction Revisited: Fundamental Limits and Gurarantees

Rujeerapaiboon, Napat; Schindler, Kilian; Kuhn, Daniel; Wiesemann, Wolfram

The goal of scenario reduction is to approximate a given discrete distributionwith another discrete distribution that has fewer atoms. We distinguishcontinuous scenario reduction, where the new atoms may be chosen freely, ...